比利时vs摩洛哥足彩
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university of california san diego
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mathematics 278 - computational and applied mathematics
olvi mangasarian
ucsd, 比利时vs摩洛哥足彩
absolute value equation solution via concave minimization
abstract:
the np-hard absolute value equation (ave), ax-$|x|$=b, where a is an n-by-n real matrix and b is an n-by-1 real vector is solved by a succession of linear programs. the linear programs arise from a reformulation of the ave as the minimization of a piecewise-linear concave function on a polyhedral set and solving the latter by successive linearization. a simple matlab implementation of the successive linearization algorithm solved 100 consecutively generated 1000-dimensional random instances of the ave with only five violated equations out of a total of 100,000 equations. paper is available at: ftp://ftp.cs.wisc.edu/pub/dmi/tech-reports/06-02.pdf
host:
april 11, 2006
11:00 am
ap&m 7321
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